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NEW QUESTION: 1
SIMULATION



A. We need to define the parameter map, specifying port 8080 for http and https and define the servers and the license:
Branch-ISR#config t
Branch-ISR(config)#parameter-map type content-scan global
Branch-ISR(config-profile)#server scansafe primary name proxy-a.scansafe.net port http 8080 https 8060 Branch-ISR(config-profile)#server scansafe secondary name proxy-b.scansafe.net port http 8080 https 8080 Branch-ISR(config-profile)#license 0 0123456789abcdef If the CWS proxy servers are not available, we traffic should be denied. This is done by the following configuration:
Branch-ISR(config-if)#exit
Branch-ISR(config)#exit
Finally, we can verify out configuration by using the "show content-scan summary command:
Branch-ISR#show content-scan summary
Primary: 72.37.244.203(Up)*
Secondary: 70.39.231.99 (Up)
Interfaces: Fastethernet0/1
B. We need to define the parameter map, specifying port 8080 for http and https and define the servers and the license:
Branch-ISR#config t
Branch-ISR(config)#parameter-map type content-scan global
Branch-ISR(config-profile)#server scansafe primary name proxy-a.scansafe.net port http 8080 https 8080 Branch-ISR(config-profile)#server scansafe secondary name proxy-b.scansafe.net port http 8080 https 8080 Branch-ISR(config-profile)#license 0 0123456789abcdef If the CWS proxy servers are not available, we traffic should be denied. This is done by the following configuration:
Branch-ISR(config-profile)#server scansafe on-failure block-all
Now we need to apply this to the fastethernet 0/1 interface outbound:
Branch-ISR(config)#interface Fastethernet 0/1
Branch-ISR(config-if)#content-scan outbound
Branch-ISR(config-if)#exit
Branch-ISR(config)#exit
Finally, we can verify out configuration by using the "show content-scan summary command:
Branch-ISR#show content-scan summary
Primary: 72.37.244.203(Up)*
Secondary: 70.39.231.99 (Up)
Interfaces: Fastethernet0/1
Answer: B

NEW QUESTION: 2
An underlying asset price is at 100, its annual volatility is 25% and the risk free interest rate is 5%. A European call option has a strike of 85 and a maturity of 40 days. Its Black-Scholes price is 15.52. The options sensitivities are: delta = 0.98; gamma = 0.006 and vega = 1.55. What is the delta-gamma-vega approximation to the new option price when the underlying asset price changes to 105 and the volatility changes to 28%?
A. 17.33
B. 18.75
C. 19.23
D. 20.54
Answer: D